PNE AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.05% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3048 | 9.05 | |
| 0.0963 | 6.36 | |
| 0.8196 | 33.22 | |
| -0.0080 | -3.88 | |
| 0.0135 | 5.15 |
Estimation Period:
Dec 16, 1998 to Feb 6, 2026
Dec 16, 1998 to Feb 6, 2026
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